In a 4-qt. Dutch oven heat oil over medium-high heat. Add onions, carrots, and celery. Cook 6 to 8 minutes or until onions are tender, stirring occasionally. Add chicken, broth, and the water. Bring to boiling; reduce heat. Simmer, covered, 20 minutes or until chicken is done (at least 175 degrees F). Remove chicken from Dutch oven; cool slightly. Remove chicken from bones; discard bones. Chop chicken; chill until needed.
Meanwhile, stir lentils into broth mixture. Return to boiling; reduce heat. Simmer, covered, 30 minutes or until lentils are tender.
Stir in chicken and next five ingredients (through oregano). Simmer, covered, 10 minutes more or until heated through. Stir in hot sauce.
If desired, top servings with yogurt, pumpkin seeds, and/or additional chili powder.